Consider the following information:

$\backslash$table$[[$State of$,$Probability of$,$Rate of Return if State Occurs$],[$Economy$,$State of Economy,Stock A$,$Stock B$,$Stock C$],[$Boom$,\mathrm{.}15,\mathrm{.}350,\mathrm{.}450,\mathrm{.}330],[$Good$,\mathrm{.}45,\mathrm{.}120,\mathrm{.}100,\mathrm{.}170],[$Poor$,\mathrm{.}35,\mathrm{.}010,\mathrm{.}020,-\mathrm{.}050],[$Bust$,\mathrm{.}05,-\mathrm{.}110,-\mathrm{.}250,-\mathrm{.}090]]$

a$.$ Your portfolio is invested $30$ percent each in A and $C$ and $40$ percent in $B.$ What is the expected return of the portfolio?

Note: Do not round intermediate calculations and enter your answer as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16$

b$.$ What is the variance of this portfolio?

Note: Do not round intermediate calculations and round your answer to $5$ decimal places, e$.$g$.,.16161.$

c$.$ What is the standard deviation of this portfolio?

Note: Do not round intermediate calculations and enter your answer as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16$

$\backslash$table$[[$a$.$ Expected return,,$],[$b$.$ Variance,,$\%$